汇报: Financialization of Commodities
汇报人：Wei Xiong（Princeton University）
功夫：7月1日（周五）10:00-11:30am
地址：J9集团国际站新楼216教室
Abstract: I will discuss two projects that study financialization of commodities. The first one (joint with Ke Tang and titled "Index Investment and Financialization of Commodities") provides evidence that concurrent with the rapid growing index investment in commodities markets since early 2000s, futures prices of non-energy commodities in the US became increasingly correlated with oil and that this trend was significantly more pronounced for commodities in the two popular SP-GSCI and DJ-UBS commodity indices. The second project (joint with Ing-haw Cheng and Andrei Kirilenko and titled "Commodity Index Investors") systematically studies the joint dynamics of investment flow of commodity index investors and commodity price fluctuations based on proprietary data from the CFTC's large trader reporting system.
欢迎感兴致的教员和同学参与！
